Experiments with hidden Markov models

This is a report on the results of our experiments with hidden Markov models, focusing on Markov chains with generative transitions and the Baum-Welch algorithm. We explore generating the hypothesis model in various ways. We use the hypothesis model as the original model. And we investigate the feas...

Full description

Bibliographic Details
Main Authors: Arnþór Logi Arnarson 1976-, Eva Ósk Gunnarsdóttir 1999-
Other Authors: Háskólinn í Reykjavík
Format: Thesis
Language:English
Published: 2021
Subjects:
Online Access:http://hdl.handle.net/1946/40438
Description
Summary:This is a report on the results of our experiments with hidden Markov models, focusing on Markov chains with generative transitions and the Baum-Welch algorithm. We explore generating the hypothesis model in various ways. We use the hypothesis model as the original model. And we investigate the feasibility of implementing a sequential version of the Baum-Welch algorithm. This research was motivated by the ongoing research on Active Learning of Markov Decision Processes using Baum-Welch algorithm, at the Department of Computer Science, Reykjavík University.